Consider an LTI system subjected to a wide sense stationary input {x(n)}, which is a white noise sequence. The cross correlation Φxy[m] between input x(n) and output y(n) is:
Where Φxx[m] = $$\sigma _{\text{x}}^2\delta \left[ {\text{m}} \right]$$ and h[.] is impulse response
A. $$\sigma _{\text{x}}^2{\text{h}}\left[ {\text{m}} \right]$$
B. $${\sigma _{\text{x}}}{\text{h}}\left[ {\text{m}} \right]$$
C. $$\frac{{\sigma _{\text{x}}^2}}{2}{\text{h}}\left[ {\text{m}} \right]$$
D. $$\frac{{{\sigma _{\text{x}}}}}{2}{\text{h}}\left[ {\text{m}} \right]$$
Answer: Option A
This Question Belongs to Electronics And Communications Engineering >> Signal Processing
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